Beschreibung
On behalf of one of our clients, an international financial institution, located in Frankfurt, we are searching for external support with skills and abilities as stated below:
Quantitative Analyst (f/m)
Field of Activity:
Development & design of state of the art risk concepts for OTC FX products (FX), Cross Currency Swaps (XCCY) & Interest Rate Swaps (IRS) in order to reflect margin requirements of the Clearing House appropriately
Autonomous conducting of quantitative analyses related to IRS, XCCY & FX
Support the internal risk lead with ad-hoc analyses and general consultation
Qualifications/Skill Profiles:
M.Sc. (eg M.Sc. in Econometrics) or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, Computer Science or any other comparable degree with risk management focus including empirical, quantitative analysis and methods)
Several years of experience in the field of quantitative risk management for financial and non-financial instruments or comparable research activity
Quantitative, analytical and problem solving skills
Profound knowledge in risk modelling for OTC Derivatives as Interest Rate Swaps, Cross Currency Swaps & OTC FX instruments
Excellent communication and negotiation skills, a proficient manner as well as project experience
Experience in product/instrument simulation, risk modelling, model validation and backtesting
High commitment and motivation, take on responsibility, creativity and the ability to work independently as well as the ability to work flexibly in a team environment
Proficiency in written and spoken English; additional knowledge of German will be an asset
Excellent command of MS Office
Profound experience in programming/prototyping (preferable fluency in MatLab)
Highly motivated and engaging nature, positively assertive
Assignment:
Full-time, starting in February 2016, to be valid for 6 months with option to extend
Location: Frankfurt am Main/Eschborn
Best regards,
Fox Department